Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework

• Suguru Yamanaka

• Hidetoshi Nakagawa

• Masaaki Sugihara

収録刊行物

• Japan Journal of Industrial and Applied Mathematics

  Japan Journal of Industrial and Applied Mathematics 33 (2), 321-341, 2016-05-17

  Springer Science and Business Media LLC

キーワード

• Applied Mathematics
• General Engineering

詳細情報

• CRID: 1360285706533154560
• NII論文ID: 210000160280
• DOI: 10.1007/s13160-016-0216-x
• ISSN: 1868937X
• ISSN: 09167005
• Web Site: http://link.springer.com/content/pdf/10.1007/s13160-016-0216-x.pdf
• Web Site: http://link.springer.com/article/10.1007/s13160-016-0216-x/fulltext.html
• Web Site: http://link.springer.com/content/pdf/10.1007/s13160-016-0216-x
• データソース種別:
  • Crossref
  • CiNii Articles
  • KAKEN